-18.3%
CMCSA vs CEG
-1.7%
-16.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.7% | -4.9% | -6.7% |
| 7D | -8.3% | +1.3% | -9.6% | -8.2% |
| 30D | -2.4% | +8.8% | -11.3% | -1.7% |
| 3M | +4.5% | +17.0% | -12.5% | +5.8% |
| 6M | -18.8% | -8.7% | -10.0% | -18.7% |
| YTD | -8.9% | -16.4% | +7.5% | -9.0% |
| 1Y | -18.3% | -1.8% | -16.5% | -17.3% |
| All | -18.3% | -1.7% | -16.6% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling